Exporting Zorro Data to CSV
Earlier versions of Zorro used to ship with a script for converting market data in Zorro binary format to CSV.
Earlier versions of Zorro used to ship with a script for converting market data in Zorro binary format to CSV.
I’m a big fan of Ernie Chan’s quant trading books: Quantitative Trading, Algorithmic Trading, and Machine Trading. There are some
Anyone that’s been around the markets knows that the monthly release of the United States Department of Labor’s Non-Farm Payrolls
In this post, we look at tools and functions from the field of digital signal processing. Can these tools be
Every aspiring millionaire who comes to the markets armed with some programming ability has implemented a systematic Get Rich Quick
Optimisation tools have a knack for seducing systematic traders. And what’s not to love? Find me the unique set of
One of the keys to running a successful systematic trading business is a relentless focus on high return-on-investment activities. High
In the first three posts of this mini-series on pairs trading with Zorro and R, we: Implemented a Kalman filter
In the last two posts, we implemented a Kalman filter in R for calculating a dynamic hedge ratio, and presented
In our previous post, we looked into implementing a Kalman filter in R for calculating the hedge ratio in a
Chart patterns have long been a favourite of the technical analysis community. Triangles, flags, pennants, cups, heads and shoulders…. Name